#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Times;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! \todo add tests
	/// </summary>
    [Guid ("9356C24C-5568-42fa-8105-099CAE238879"),ComVisible(true)]
	public interface ICashFlows 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double AccruedAmount(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double AtmRate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> npv);
        /// <summary> 
		/// 
		/// </summary>
		 Double BasisPointValue(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double BasisPointValue(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Bps(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Bps(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Bps(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime MaturityDate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg);
        /// <summary> 
		/// Date inspectors
		/// </summary>
		 DateTime StartDate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg);
        /// <summary> 
		/// 
		/// </summary>
		 Double Convexity(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Convexity(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Duration(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, QL.Cashflows.Duration.TypeEnum type, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Duration(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, QL.Cashflows.Duration.TypeEnum type, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Boolean IsExpired(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double NextCashFlowAmount(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime NextCashFlowDate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double NextCouponRate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Npv(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discount, Double zSpread, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Npv(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// anonymous namespace ends here
		/// </summary>
		 Double Npv(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// anonymous namespace ends here
		/// </summary>
		 Double Npv(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double PreviousCashFlowAmount(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime PreviousCashFlowDate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// anonymous namespace ends here
		/// </summary>
		 Double PreviousCouponRate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Yield(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double npv, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> accuracy, Microsoft.FSharp.Core.FSharpOption<UInt64> maxIterations, Microsoft.FSharp.Core.FSharpOption<Double> guess);
        /// <summary> 
		/// 
		/// </summary>
		 Double YieldValueBasisPoint(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double yield, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double YieldValueBasisPoint(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.IInterestRate yield, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double ZSpread(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure d, Double npv, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> accuracy, Microsoft.FSharp.Core.FSharpOption<UInt64> maxIterations, Microsoft.FSharp.Core.FSharpOption<Double> guess);
        /// <summary> 
		/// 
		/// </summary>
		 Int64 AccrualDays(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime AccrualEndDate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double AccrualPeriod(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime AccrualStartDate(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlDate);
        /// <summary> 
		/// 
		/// </summary>
		 Int64 AccruedDays(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double AccruedPeriod(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Nominal(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlDate);
        /// <summary> 
		/// 
		/// </summary>
		 ICashFlows Npvbps(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Boolean includeSettlementDateFlows, DateTime settlementDate, DateTime npvDate, Double npv, Double bps);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime ReferencePeriodEnd(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlDate);
        /// <summary> 
		/// 
		/// </summary>
		 DateTime ReferencePeriodStart(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlDate);
        /// <summary> 
		/// 
		/// </summary>
		 Double ZSpread(Cephei.Core.IVector<Cephei.QL.ICashFlow> leg, Double npv, Cephei.QL.Termstructures.IYieldTermStructure prm1, Cephei.QL.Times.IDayCounter dayCounter, QL.CompoundingEnum compounding, QL.Times.FrequencyEnum frequency, Boolean includeSettlementDateFlows, Microsoft.FSharp.Core.FSharpOption<DateTime> settlementDate, Microsoft.FSharp.Core.FSharpOption<DateTime> npvDate, Microsoft.FSharp.Core.FSharpOption<Double> accuracy, Microsoft.FSharp.Core.FSharpOption<UInt64> maxIterations, Microsoft.FSharp.Core.FSharpOption<Double> guess);
    }   

    /// <summary> 
	/// ! \todo add tests Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICashFlows_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

